-100.0%
SOXS vs AFL
+63.5%
-163.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.7% |
| 7D | -4.7% | -1.6% | -3.1% | -4.5% |
| 30D | +7.7% | -4.0% | +11.8% | +8.2% |
| 3M | -10.2% | -0.5% | -9.6% | -9.1% |
| 6M | -99.2% | +6.5% | -105.7% | -99.2% |
| YTD | -99.5% | +6.2% | -105.7% | -99.5% |
| 1Y | -99.8% | +8.3% | -108.0% | -99.8% |
| 3Y | -100.0% | +62.5% | -162.5% | -100.0% |
| All | -100.0% | +63.5% | -163.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling